Moments of the generalized hyperbolic distribution
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Publication:2513365
DOI10.1007/s00180-010-0219-zzbMath1304.65068OpenAlexW2107291507MaRDI QIDQ2513365
Thanh Tam Tran, Diethelm Würtz, Christine Dong, David John Scott
Publication date: 28 January 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/19081/1/MPRA_paper_19081.pdf
momentskurtosisnormal inverse Gaussian distributionskewnessStudent-\(t\) distributionskewed-\(t\) distributiongeneralized hyperbolic distributionhyperbolic distribution
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Uses Software
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